Identifying patterns in financial markets: new approach combining rules between PIPs and SAX
Cham, Switzerland
9783319701608
SpringerBriefs in Computational Intelligence
1st ed.
Not available
This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 index and all the results obtained outperform the Buy&Hold strategy. Three different case studies are presented by the authors.
1 online resource (xvii, 66 p.)
Not available
ill.
Introduction --
Related Work --
SIR/GA approach --
Case studies.
Related Work --
SIR/GA approach --
Case studies.
| Access no. | Call number | Location | Status |
|---|---|---|---|
| 00534/20 | 332.6 Lei I | Online | Available |
